R: IGMRF Precision Matrices

precmat {spam} | R Documentation

## IGMRF Precision Matrices

### Description

Fast ways to create sparse precision matrices for various IGMRF.

### Usage

    precmat(n, season=12, m=n, A=NULL, order=1, ... , type="RW1")
    precmat.RW1(n)
    precmat.RW2(n)
    precmat.RWn(n, order=3)
    precmat.season(n, season=12)
    precmat.IGMRFreglat(n, m, order=1, anisotropy=1)
    precmat.IGMRFirreglat(A, eps=getOption("spam.eps"))

### Arguments

`n` | dimension of the field.
`type` | the type of the IGMRF.
`season` | length of season.
`m` | second dimension (in case of a regular lattice).
`A` | adjacency matrix (see below).
`order` | order for higher order RWs.
`anisotropy` | anisotropy factor, between 0 and 2.
`eps` | tolerance level.
`...` | arguments passed to individual functions.

### Details

`precmat` is a wrapper that calls the other functions according to the argument `type`.
Implements many of the precision matrices discussed in Chapter 3 of Rue and Held (2005). For example, `precmat.RW1`, `precmat.RW2` and `precmat.season` are given in equations (3.22), (3.40) and (3.59); `precmat.IGMRFreglat` on page 107. Note that for the latter we reverse the order of the dimension here!
If adjacency matrix is a regular matrix, it is coerced to a `spam` object. Only the structure is used. Make sure, that the diagonal is empty.

### Value

A sparse precision matrix.

### Author(s)

Reinhard Furrer

### References

Rue and Held (2005).

### See Also

`precmat.GMRFreglat`, `rmvnorm.prec`, `adjacency.landkreis`.

### Examples

    n <- 10
    Q <- precmat.RW2( n)
    # rmvnorm.prec(1, Q=Q) # does not work, because the matrix is singular.

    Q

[Package spam version 2.3-0 Index]